You can actually do this directly through the Mac OS itself (although we suggest you update to 10.6.6 to avoid an Apple bug in earlier versions of the OS).
From the Mac OS open dialog (When you choose File > Open or Import from Audition), do one of the following:
1. Choose a file and hit the spacebar (this will open Quick Look and allow preview of the file).
2. View the files in "Columns" view and play the files in the right column when selected.